I've seen youtube embeds be overlaid and say things like "this embed carries tracking, click here to load inline at your own peril or here to watch on original site" or something to that effect.
It also uses YouTube-nocookie.com, which turns off targeted advertising or tracking. You are still tracked, but views aren’t linked or ads aren’t linked to your account. YouTube docs call Privacy Enhanced Mode for Embeds.
Medium did (does?) this when you have DNT enabled. Several GDPR-compliant sites do the same, though many use their embeds as a means to track people into clicking the "accept all tracking" button.
Can't recall where though.